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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+0.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$176B
AUM Growth
-$2.46B
Cap. Flow
-$1.77B
Cap. Flow %
-1%
Top 10 Hldgs %
22.59%
Holding
3,741
New
183
Increased
2,026
Reduced
1,369
Closed
140

Top Buys

Rank Stock Value
1
GE icon
GE Aerospace
GE
+$255M
2
TSLA icon
Tesla
TSLA
+$187M
3
AMZN icon
Amazon
AMZN
+$162M
4
MSFT icon
Microsoft
MSFT
+$149M
5
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$136M

Top Sells

Rank Stock Value
1
PFE icon
Pfizer
PFE
+$284M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$227M
3
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$189M
4
GILD icon
Gilead Sciences
GILD
+$182M
5
AMGN icon
Amgen
AMGN
+$174M

Sector Composition

Rank Sector Weight
1 Technology 23.38%
2 Financials 13.69%
3 Healthcare 12.46%
4 Consumer Discretionary 10.78%
5 Communication Services 9.17%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AGO icon
1001
Assured Guaranty
AGO
$3.72B
$17.4M 0.01%
370,677
-15,181
-4% -$726K
FR icon
1002
First Industrial Realty Trust
FR
$8.69B
$17.3M 0.01%
333,105
-17,935
-5% -$976K
FLG
1003
Flagstar Bank National Association
FLG
$5.93B
$17.3M 0.01%
449,035
-156,265
-26% -$5.67M
LFUS icon
1004
Littelfuse
LFUS
$11.3B
$17.3M 0.01%
63,396
+7,341
+13% +$1.96M
BLDR icon
1005
Builders FirstSource
BLDR
$7.8B
$17.3M 0.01%
334,604
-20,606
-6% -$1.01M
TDOC icon
1006
Teladoc Health
TDOC
$1.21B
$17.3M 0.01%
136,457
+15,350
+13% +$2.23M
Y
1007
DELISTED
Alleghany Corp
Y
$17.3M 0.01%
27,695
+63
+0.2% +$41.6K
ACC
1008
DELISTED
American Campus Communities, Inc.
ACC
$17.2M 0.01%
355,893
+7,837
+2% +$389K
MSM icon
1009
MSC Industrial Direct
MSM
$6.98B
$17.2M 0.01%
214,759
+13,034
+6% +$1.11M
LTHM
1010
DELISTED
Livent Corporation
LTHM
$17.2M 0.01%
744,691
+154,286
+26% +$3.46M
RSP icon
1011
Invesco S&P 500 Equal Weight ETF
RSP
$98.1B
$17.2M 0.01%
114,593
+109,140
+2,001% +$16.7M
ZEN
1012
DELISTED
ZENDESK INC
ZEN
$17.2M 0.01%
147,443
-23,845
-14% -$3.08M
SGI
1013
Somnigroup International
SGI
$14B
$17.1M 0.01%
368,365
+55,794
+18% +$2.44M
OHI icon
1014
Omega Healthcare
OHI
$14.7B
$17.1M 0.01%
569,350
-25,788
-4% -$887K
KEP icon
1015
Korea Electric Power
KEP
$15.5B
$17M 0.01%
1,726,905
+177,721
+11% +$1.87M
FBP icon
1016
First Bancorp
FBP
$4.43B
$17M 0.01%
1,295,984
+90,699
+8% +$1.12M
Z icon
1017
Zillow
Z
$8.04B
$17M 0.01%
193,128
-13,372
-6% -$1.35M
BMRN icon
1018
BioMarin Pharmaceuticals
BMRN
$11.6B
$17M 0.01%
219,949
+6,345
+3% +$501K
MUR icon
1019
Murphy Oil
MUR
$5.55B
$17M 0.01%
679,707
-107,459
-14% -$2.32M
EXAS
1020
DELISTED
Exact Sciences
EXAS
$16.9M 0.01%
177,487
+10,289
+6% +$1.09M
CHH icon
1021
Choice Hotels
CHH
$4.93B
$16.9M 0.01%
133,854
+2,494
+2% +$298K
HAIN icon
1022
Hain Celestial
HAIN
$45.5M
$16.8M 0.01%
393,423
-31,018
-7% -$1.23M
MTG icon
1023
MGIC Investment
MTG
$6.27B
$16.8M 0.01%
1,123,497
-6,365
-0.6% -$92.2K
SWN
1024
DELISTED
Southwestern Energy Company
SWN
$16.8M 0.01%
3,031,955
-857,669
-22% -$4.19M
BAP icon
1025
Credicorp
BAP
$31.4B
$16.8M 0.01%
151,366
+26,964
+22% +$2.94M
39 40
41
42 43

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q3 2021 Portfolio in Review

As of Q3 2021, Parametric Portfolio Associates held 3,741 positions worth $176B, down 1.4% from $178B the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Parametric Portfolio Associates's Q3 2021 filing shows 183 new, 2,026 increased, 1,369 reduced and 140 closed positions. Its largest new stake was GE Aerospace: 3,968,435 shares worth $255M. The largest sale was Pfizer, an estimated $284M.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 23% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2021 buy was GE Aerospace: 3,968,435 shares worth $255M.
  • Parametric Portfolio Associates added most to Tesla in Q3 2021, an estimated $187M increase.
  • Parametric Portfolio Associates's biggest Q3 2021 reduction was Pfizer, cutting an estimated $284M.
  • Parametric Portfolio Associates fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $143M.
  • Parametric Portfolio Associates's ten largest holdings make up 23% of its $176B portfolio in Q3 2021.
  • Parametric Portfolio Associates opened 183 new positions and closed 140 in Q3 2021.
  • Parametric Portfolio Associates's portfolio value fell 1.4% quarter-over-quarter to $176B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2021, filed 15 Nov 2021.